+0.3%
AGI vs TW
+20.8%
-20.5%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +1.0% | +9.8% | +10.9% |
| 7D | -5.3% | +6.0% | -11.3% | -4.4% |
| 30D | -7.1% | +18.6% | -25.7% | -5.0% |
| 3M | +4.4% | +26.5% | -22.1% | +7.8% |
| 6M | -23.0% | +13.1% | -36.1% | -20.6% |
| YTD | -22.0% | +18.5% | -40.5% | -15.9% |
| 1Y | +0.3% | +21.7% | -21.4% | +7.7% |
| All | +0.3% | +20.8% | -20.5% | +7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded TW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling